Home  >  Strategies  >  Multi-Strategy Managed Futures

Multi-Strategy Managed Futures

Global Monetary Program

The Global Monetary Program (“GMP”) uses a systematic, quantitative investment approach that is designed to profit in a number of different economic and market conditions. For over two decades, the GMP has produced an attractive return stream that is uncorrelated to that of traditional equity and fixed income investments, as well as most alternative investment strategies.

The GMP’s trading approach employs multiple proprietary models that are based on the core concepts of momentum, mean reversion, and macro/fundamental analysis. This multi-strategy approach is applied to a portfolio of markets within four major asset classes: stock indices, fixed income, currencies, and commodities – representing 27 of the most liquid global futures markets. Long or short position sizes are determined using each market’s risk allocation and are actively adjusted to reflect changes in market risk.

The GMP can be accessed through the following investment vehicles:

  • Separately Managed Account - This structure allows investors to:
    • Use notional funding if desired
    • Scale the leverage of their account up or down to target any level of volatility
    • Enjoy daily liquidity and daily transparency
    • Select the clearing broker of their choice
  • Customized Managed Accounts - We can design a managed futures program according to the investor's specific volatility targets and markets desired
  • Private Label Funds

GMP

GMP Performance Table

DISCLAIMER - THE INFORMATION CONTAINED HEREIN IS INTENDED FOR USE BY QUALIFIED ELIGIBLE CLIENTS AS DEFINED IN CFTC REGULATION 4.7.  FUTURES, FORWARD AND OPTIONS TRADING IS SPECULATIVE, INVOLVES SUBSTANTIAL RISK AND IS NOT SUITABLE FOR ALL INVESTORS.  THIS INFORMATION IS NOT A SOLICITATION FOR INVESTMENT.  SUCH INVESTMENT IS OFFERED ON THE BASIS OF INFORMATION AND REPRESENTATIONS MADE IN THE APPROPRIATE OFFERING DOCUMENTATION.

PURSUANT TO AN EXEMPTION FROM THE COMMODITY FUTURES TRADING COMMISSION IN CONNECTION WITH ACCOUNTS OF QUALIFIED ELIGIBLE CLIENTS, THE INFORMATION PRESENTED ON THIS WEB SITE IS NOT REQUIRED TO BE, AND HAS NOT BEEN, FILED WITH THE COMMISSION.  THE COMMODITY FUTURES TRADING COMMISSION DOES NOT PASS UPON THE MERITS OF PARTICIPATING IN A TRADING PROGRAM OR UPON THE ADEQUACY OR ACCURACY OF COMMODITY TRADING ADVISOR DISCLOSURE.  CONSEQUENTLY, THE COMMODITY FUTURES TRADING COMMISSION HAS NOT REVIEWED OR APPROVED THIS TRADING PROGRAM OR OF ANY OF THE INFORMATION PRESENTED ON THIS WEB SITE.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.  FUTURES, FORWARD AND OPTION TRADING IS SPECULATIVE, INVOLVES SUBSTANTIAL RISK, AND IS NOT SUITABLE FOR ALL INVESTORS.